-12.7%
INSM vs ROP
-23.7%
+11.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +0.5% | -8.0% | +8.5% | -0.2% |
| 30D | -4.0% | -2.7% | -1.3% | -4.2% |
| 3M | +38.5% | +16.6% | +21.9% | +40.7% |
| 6M | -11.5% | +10.4% | -21.9% | -9.9% |
| YTD | -26.9% | -12.1% | -14.8% | -26.2% |
| All | -12.7% | -23.7% | +11.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling